LII vs. TMUS
LII (Lennox International Inc.) and TMUS (T-Mobile US, Inc.) are both stocks. LII operates in Specialty Industrial Machinery (Industrials), while TMUS operates in Telecom Services (Communication Services). Over the past 10 years, LII returned 14.75%/yr vs 16.24%/yr for TMUS. At a 0.30 correlation, their price movements are largely independent.
Performance
LII vs. TMUS - Performance Comparison
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Returns By Period
In the year-to-date period, LII achieves a 10.47% return, which is significantly higher than TMUS's -2.66% return. Over the past 10 years, LII has underperformed TMUS with an annualized return of 14.75%, while TMUS has yielded a comparatively higher 16.24% annualized return.
LII
- 1D
- -1.90%
- 1M
- 0.46%
- 6M
- 2.01%
- YTD
- 10.47%
- 1Y
- -11.53%
- 3Y*
- 18.38%
- 5Y*
- 12.05%
- 10Y*
- 14.75%
- ALL TIME*
- 15.06%
TMUS
- 1D
- 1.67%
- 1M
- 7.69%
- 6M
- 6.08%
- YTD
- -2.66%
- 1Y
- -12.27%
- 3Y*
- 13.24%
- 5Y*
- 7.19%
- 10Y*
- 16.24%
- ALL TIME*
- 18.39%
LII vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LII Lennox International Inc. | 10.47% | -19.54% | 37.27% | 89.55% | -24.94% | 19.71% | 13.79% | 12.78% | 6.33% | 37.43% |
TMUS T-Mobile US, Inc. | -2.66% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
Correlation
The correlation between LII and TMUS is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.30 |
The correlation between LII and TMUS shifts across timeframes, from -0.05 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
Fundamentals
LII:
$18.57B
TMUS:
$211.72B
LII:
$22.25
TMUS:
$9.45
LII:
23.98
TMUS:
20.70
LII:
1.46
TMUS:
0.31
LII:
3.57
TMUS:
2.41
LII:
15.38
TMUS:
3.86
LII:
$5.26B
TMUS:
$90.53B
LII:
$1.74B
TMUS:
$34.92B
LII:
$1.10B
TMUS:
$28.22B
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Return for Risk
LII vs. TMUS — Risk / Return Rank
LII
TMUS
LII vs. TMUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lennox International Inc. (LII) and T-Mobile US, Inc. (TMUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LII | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.94 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | -0.36 | +0.02 |
| Martin ratioReturn relative to average drawdown | -0.54 | -0.62 | +0.08 |
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Drawdowns
LII vs. TMUS - Drawdown Comparison
The maximum LII drawdown since its inception was -62.76%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for LII and TMUS.
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Drawdown Indicators
| LII | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.76% | -86.29% | +23.53% |
Max Drawdown (1Y)Largest decline over 1 year | -33.77% | -34.02% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -34.71% | -37.13% | +2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -45.41% | -37.13% | -8.28% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -37.13% | -9.75% |
Current DrawdownCurrent decline from peak | -20.02% | -26.67% | +6.65% |
Average DrawdownAverage peak-to-trough decline | -14.52% | -25.98% | +11.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.53% | 19.82% | +1.71% |
Volatility
LII vs. TMUS - Volatility Comparison
Lennox International Inc. (LII) and T-Mobile US, Inc. (TMUS) have volatilities of 10.52% and 10.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LII | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 10.23% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 27.61% | 20.95% | +6.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.14% | 26.25% | +9.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.15% | 24.30% | +7.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.45% | 26.17% | +3.28% |
Dividends
LII vs. TMUS - Dividend Comparison
LII's dividend yield for the trailing twelve months is around 0.99%, less than TMUS's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LII Lennox International Inc. | 0.99% | 1.04% | 0.75% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% |
TMUS T-Mobile US, Inc. | 2.01% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
LII vs. TMUS - Financials Comparison
This section allows you to compare key financial metrics between Lennox International Inc. and T-Mobile US, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
LII vs. TMUS - Profitability Comparison
LII - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Lennox International Inc. reported a gross profit of 351.30M and revenue of 1.14B. Therefore, the gross margin over that period was 31.0%.
TMUS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, T-Mobile US, Inc. reported a gross profit of 0.00 and revenue of 23.11B. Therefore, the gross margin over that period was 0.0%.
LII - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Lennox International Inc. reported an operating income of 163.50M and revenue of 1.14B, resulting in an operating margin of 14.4%.
TMUS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, T-Mobile US, Inc. reported an operating income of 4.50B and revenue of 23.11B, resulting in an operating margin of 19.5%.
LII - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Lennox International Inc. reported a net income of 117.20M and revenue of 1.14B, resulting in a net margin of 10.3%.
TMUS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, T-Mobile US, Inc. reported a net income of 2.50B and revenue of 23.11B, resulting in a net margin of 10.8%.
Frequently Asked Questions
LII and TMUS have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LII has higher volatility (10.52%) compared to TMUS (10.23%). In terms of maximum drawdown, LII dropped -62.76% vs TMUS's -86.29%.
LII currently has the higher Sharpe Ratio (-0.32 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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